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Probabilistic sampling using search trees constrained by heuristic bounds

  • US 8,983,887 B2
  • Filed: 04/11/2011
  • Issued: 03/17/2015
  • Est. Priority Date: 04/11/2011
  • Status: Expired due to Fees
First Claim
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1. A method comprising:

  • performing independent Metropolis-Hastings (MH) sampling of elements of a domain to be sampled to generate a set of samples, wherein the independent MH sampling is performed over a search tree of decision sequences representing the domain to be sampled, the search tree of decision sequences including non-terminal decision nodes and terminal nodes corresponding to elements of the domain, the independent MH sampling comprising following decision sequences of the search tree by traversing the search tree from node to node in a direction away from a root node following decision branches in accordance with the layout of the search tree with the decision sequence terminating at a terminal node identifying an element to be considered for acceptance or rejection; and

    constraining the independent MH sampling using a bound on nodes of the search tree wherein the value of the bound at a non-terminal decision node is a bound on the values of all terminal nodes reachable by traversing the search tree from the non-terminal decision node;

    wherein the performing and the constraining are performed by a digital processing device.

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